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<FONT color="green">001</FONT>    /*<a name="line.1"></a>
<FONT color="green">002</FONT>     * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a>
<FONT color="green">003</FONT>     * contributor license agreements.  See the NOTICE file distributed with<a name="line.3"></a>
<FONT color="green">004</FONT>     * this work for additional information regarding copyright ownership.<a name="line.4"></a>
<FONT color="green">005</FONT>     * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a>
<FONT color="green">006</FONT>     * (the "License"); you may not use this file except in compliance with<a name="line.6"></a>
<FONT color="green">007</FONT>     * the License.  You may obtain a copy of the License at<a name="line.7"></a>
<FONT color="green">008</FONT>     *<a name="line.8"></a>
<FONT color="green">009</FONT>     *      http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a>
<FONT color="green">010</FONT>     *<a name="line.10"></a>
<FONT color="green">011</FONT>     * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a>
<FONT color="green">012</FONT>     * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a>
<FONT color="green">013</FONT>     * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a>
<FONT color="green">014</FONT>     * See the License for the specific language governing permissions and<a name="line.14"></a>
<FONT color="green">015</FONT>     * limitations under the License.<a name="line.15"></a>
<FONT color="green">016</FONT>     */<a name="line.16"></a>
<FONT color="green">017</FONT>    package org.apache.commons.math3.optim.nonlinear.scalar.noderiv;<a name="line.17"></a>
<FONT color="green">018</FONT>    <a name="line.18"></a>
<FONT color="green">019</FONT>    import java.util.Comparator;<a name="line.19"></a>
<FONT color="green">020</FONT>    import org.apache.commons.math3.analysis.MultivariateFunction;<a name="line.20"></a>
<FONT color="green">021</FONT>    import org.apache.commons.math3.exception.NullArgumentException;<a name="line.21"></a>
<FONT color="green">022</FONT>    import org.apache.commons.math3.optim.nonlinear.scalar.GoalType;<a name="line.22"></a>
<FONT color="green">023</FONT>    import org.apache.commons.math3.optim.ConvergenceChecker;<a name="line.23"></a>
<FONT color="green">024</FONT>    import org.apache.commons.math3.optim.PointValuePair;<a name="line.24"></a>
<FONT color="green">025</FONT>    import org.apache.commons.math3.optim.SimpleValueChecker;<a name="line.25"></a>
<FONT color="green">026</FONT>    import org.apache.commons.math3.optim.OptimizationData;<a name="line.26"></a>
<FONT color="green">027</FONT>    import org.apache.commons.math3.optim.nonlinear.scalar.MultivariateOptimizer;<a name="line.27"></a>
<FONT color="green">028</FONT>    <a name="line.28"></a>
<FONT color="green">029</FONT>    /**<a name="line.29"></a>
<FONT color="green">030</FONT>     * This class implements simplex-based direct search optimization.<a name="line.30"></a>
<FONT color="green">031</FONT>     *<a name="line.31"></a>
<FONT color="green">032</FONT>     * &lt;p&gt;<a name="line.32"></a>
<FONT color="green">033</FONT>     *  Direct search methods only use objective function values, they do<a name="line.33"></a>
<FONT color="green">034</FONT>     *  not need derivatives and don't either try to compute approximation<a name="line.34"></a>
<FONT color="green">035</FONT>     *  of the derivatives. According to a 1996 paper by Margaret H. Wright<a name="line.35"></a>
<FONT color="green">036</FONT>     *  (&lt;a href="http://cm.bell-labs.com/cm/cs/doc/96/4-02.ps.gz"&gt;Direct<a name="line.36"></a>
<FONT color="green">037</FONT>     *  Search Methods: Once Scorned, Now Respectable&lt;/a&gt;), they are used<a name="line.37"></a>
<FONT color="green">038</FONT>     *  when either the computation of the derivative is impossible (noisy<a name="line.38"></a>
<FONT color="green">039</FONT>     *  functions, unpredictable discontinuities) or difficult (complexity,<a name="line.39"></a>
<FONT color="green">040</FONT>     *  computation cost). In the first cases, rather than an optimum, a<a name="line.40"></a>
<FONT color="green">041</FONT>     *  &lt;em&gt;not too bad&lt;/em&gt; point is desired. In the latter cases, an<a name="line.41"></a>
<FONT color="green">042</FONT>     *  optimum is desired but cannot be reasonably found. In all cases<a name="line.42"></a>
<FONT color="green">043</FONT>     *  direct search methods can be useful.<a name="line.43"></a>
<FONT color="green">044</FONT>     * &lt;/p&gt;<a name="line.44"></a>
<FONT color="green">045</FONT>     * &lt;p&gt;<a name="line.45"></a>
<FONT color="green">046</FONT>     *  Simplex-based direct search methods are based on comparison of<a name="line.46"></a>
<FONT color="green">047</FONT>     *  the objective function values at the vertices of a simplex (which is a<a name="line.47"></a>
<FONT color="green">048</FONT>     *  set of n+1 points in dimension n) that is updated by the algorithms<a name="line.48"></a>
<FONT color="green">049</FONT>     *  steps.<a name="line.49"></a>
<FONT color="green">050</FONT>     * &lt;p&gt;<a name="line.50"></a>
<FONT color="green">051</FONT>     * &lt;p&gt;<a name="line.51"></a>
<FONT color="green">052</FONT>     *  The simplex update procedure ({@link NelderMeadSimplex} or<a name="line.52"></a>
<FONT color="green">053</FONT>     * {@link MultiDirectionalSimplex})  must be passed to the<a name="line.53"></a>
<FONT color="green">054</FONT>     * {@code optimize} method.<a name="line.54"></a>
<FONT color="green">055</FONT>     * &lt;/p&gt;<a name="line.55"></a>
<FONT color="green">056</FONT>     * &lt;p&gt;<a name="line.56"></a>
<FONT color="green">057</FONT>     *  Each call to {@code optimize} will re-use the start configuration of<a name="line.57"></a>
<FONT color="green">058</FONT>     *  the current simplex and move it such that its first vertex is at the<a name="line.58"></a>
<FONT color="green">059</FONT>     *  provided start point of the optimization.<a name="line.59"></a>
<FONT color="green">060</FONT>     *  If the {@code optimize} method is called to solve a different problem<a name="line.60"></a>
<FONT color="green">061</FONT>     *  and the number of parameters change, the simplex must be re-initialized<a name="line.61"></a>
<FONT color="green">062</FONT>     *  to one with the appropriate dimensions.<a name="line.62"></a>
<FONT color="green">063</FONT>     * &lt;/p&gt;<a name="line.63"></a>
<FONT color="green">064</FONT>     * &lt;p&gt;<a name="line.64"></a>
<FONT color="green">065</FONT>     *  Convergence is checked by providing the &lt;em&gt;worst&lt;/em&gt; points of<a name="line.65"></a>
<FONT color="green">066</FONT>     *  previous and current simplex to the convergence checker, not the best<a name="line.66"></a>
<FONT color="green">067</FONT>     *  ones.<a name="line.67"></a>
<FONT color="green">068</FONT>     * &lt;/p&gt;<a name="line.68"></a>
<FONT color="green">069</FONT>     * &lt;p&gt;<a name="line.69"></a>
<FONT color="green">070</FONT>     *  This simplex optimizer implementation does not directly support constrained<a name="line.70"></a>
<FONT color="green">071</FONT>     *  optimization with simple bounds; so, for such optimizations, either a more<a name="line.71"></a>
<FONT color="green">072</FONT>     *  dedicated algorithm must be used like<a name="line.72"></a>
<FONT color="green">073</FONT>     *  {@link CMAESOptimizer} or {@link BOBYQAOptimizer}, or the objective<a name="line.73"></a>
<FONT color="green">074</FONT>     *  function must be wrapped in an adapter like<a name="line.74"></a>
<FONT color="green">075</FONT>     *  {@link org.apache.commons.math3.optim.nonlinear.scalar.MultivariateFunctionMappingAdapter<a name="line.75"></a>
<FONT color="green">076</FONT>     *  MultivariateFunctionMappingAdapter} or<a name="line.76"></a>
<FONT color="green">077</FONT>     *  {@link org.apache.commons.math3.optim.nonlinear.scalar.MultivariateFunctionPenaltyAdapter<a name="line.77"></a>
<FONT color="green">078</FONT>     *  MultivariateFunctionPenaltyAdapter}.<a name="line.78"></a>
<FONT color="green">079</FONT>     * &lt;/p&gt;<a name="line.79"></a>
<FONT color="green">080</FONT>     *<a name="line.80"></a>
<FONT color="green">081</FONT>     * @version $Id: SimplexOptimizer.java 1397759 2012-10-13 01:12:58Z erans $<a name="line.81"></a>
<FONT color="green">082</FONT>     * @since 3.0<a name="line.82"></a>
<FONT color="green">083</FONT>     */<a name="line.83"></a>
<FONT color="green">084</FONT>    public class SimplexOptimizer extends MultivariateOptimizer {<a name="line.84"></a>
<FONT color="green">085</FONT>        /** Simplex update rule. */<a name="line.85"></a>
<FONT color="green">086</FONT>        private AbstractSimplex simplex;<a name="line.86"></a>
<FONT color="green">087</FONT>    <a name="line.87"></a>
<FONT color="green">088</FONT>        /**<a name="line.88"></a>
<FONT color="green">089</FONT>         * @param checker Convergence checker.<a name="line.89"></a>
<FONT color="green">090</FONT>         */<a name="line.90"></a>
<FONT color="green">091</FONT>        public SimplexOptimizer(ConvergenceChecker&lt;PointValuePair&gt; checker) {<a name="line.91"></a>
<FONT color="green">092</FONT>            super(checker);<a name="line.92"></a>
<FONT color="green">093</FONT>        }<a name="line.93"></a>
<FONT color="green">094</FONT>    <a name="line.94"></a>
<FONT color="green">095</FONT>        /**<a name="line.95"></a>
<FONT color="green">096</FONT>         * @param rel Relative threshold.<a name="line.96"></a>
<FONT color="green">097</FONT>         * @param abs Absolute threshold.<a name="line.97"></a>
<FONT color="green">098</FONT>         */<a name="line.98"></a>
<FONT color="green">099</FONT>        public SimplexOptimizer(double rel, double abs) {<a name="line.99"></a>
<FONT color="green">100</FONT>            this(new SimpleValueChecker(rel, abs));<a name="line.100"></a>
<FONT color="green">101</FONT>        }<a name="line.101"></a>
<FONT color="green">102</FONT>    <a name="line.102"></a>
<FONT color="green">103</FONT>        /**<a name="line.103"></a>
<FONT color="green">104</FONT>         * {@inheritDoc}<a name="line.104"></a>
<FONT color="green">105</FONT>         *<a name="line.105"></a>
<FONT color="green">106</FONT>         * @param optData Optimization data.<a name="line.106"></a>
<FONT color="green">107</FONT>         * The following data will be looked for:<a name="line.107"></a>
<FONT color="green">108</FONT>         * &lt;ul&gt;<a name="line.108"></a>
<FONT color="green">109</FONT>         *  &lt;li&gt;{@link org.apache.commons.math3.optim.MaxEval}&lt;/li&gt;<a name="line.109"></a>
<FONT color="green">110</FONT>         *  &lt;li&gt;{@link org.apache.commons.math3.optim.InitialGuess}&lt;/li&gt;<a name="line.110"></a>
<FONT color="green">111</FONT>         *  &lt;li&gt;{@link org.apache.commons.math3.optim.SimpleBounds}&lt;/li&gt;<a name="line.111"></a>
<FONT color="green">112</FONT>         *  &lt;li&gt;{@link AbstractSimplex}&lt;/li&gt;<a name="line.112"></a>
<FONT color="green">113</FONT>         * &lt;/ul&gt;<a name="line.113"></a>
<FONT color="green">114</FONT>         * @return {@inheritDoc}<a name="line.114"></a>
<FONT color="green">115</FONT>         */<a name="line.115"></a>
<FONT color="green">116</FONT>        @Override<a name="line.116"></a>
<FONT color="green">117</FONT>        public PointValuePair optimize(OptimizationData... optData) {<a name="line.117"></a>
<FONT color="green">118</FONT>            // Retrieve settings<a name="line.118"></a>
<FONT color="green">119</FONT>            parseOptimizationData(optData);<a name="line.119"></a>
<FONT color="green">120</FONT>            // Set up base class and perform computation.<a name="line.120"></a>
<FONT color="green">121</FONT>            return super.optimize(optData);<a name="line.121"></a>
<FONT color="green">122</FONT>        }<a name="line.122"></a>
<FONT color="green">123</FONT>    <a name="line.123"></a>
<FONT color="green">124</FONT>        /** {@inheritDoc} */<a name="line.124"></a>
<FONT color="green">125</FONT>        @Override<a name="line.125"></a>
<FONT color="green">126</FONT>        protected PointValuePair doOptimize() {<a name="line.126"></a>
<FONT color="green">127</FONT>            if (simplex == null) {<a name="line.127"></a>
<FONT color="green">128</FONT>                throw new NullArgumentException();<a name="line.128"></a>
<FONT color="green">129</FONT>            }<a name="line.129"></a>
<FONT color="green">130</FONT>    <a name="line.130"></a>
<FONT color="green">131</FONT>            // Indirect call to "computeObjectiveValue" in order to update the<a name="line.131"></a>
<FONT color="green">132</FONT>            // evaluations counter.<a name="line.132"></a>
<FONT color="green">133</FONT>            final MultivariateFunction evalFunc<a name="line.133"></a>
<FONT color="green">134</FONT>                = new MultivariateFunction() {<a name="line.134"></a>
<FONT color="green">135</FONT>                    public double value(double[] point) {<a name="line.135"></a>
<FONT color="green">136</FONT>                        return computeObjectiveValue(point);<a name="line.136"></a>
<FONT color="green">137</FONT>                    }<a name="line.137"></a>
<FONT color="green">138</FONT>                };<a name="line.138"></a>
<FONT color="green">139</FONT>    <a name="line.139"></a>
<FONT color="green">140</FONT>            final boolean isMinim = getGoalType() == GoalType.MINIMIZE;<a name="line.140"></a>
<FONT color="green">141</FONT>            final Comparator&lt;PointValuePair&gt; comparator<a name="line.141"></a>
<FONT color="green">142</FONT>                = new Comparator&lt;PointValuePair&gt;() {<a name="line.142"></a>
<FONT color="green">143</FONT>                public int compare(final PointValuePair o1,<a name="line.143"></a>
<FONT color="green">144</FONT>                                   final PointValuePair o2) {<a name="line.144"></a>
<FONT color="green">145</FONT>                    final double v1 = o1.getValue();<a name="line.145"></a>
<FONT color="green">146</FONT>                    final double v2 = o2.getValue();<a name="line.146"></a>
<FONT color="green">147</FONT>                    return isMinim ? Double.compare(v1, v2) : Double.compare(v2, v1);<a name="line.147"></a>
<FONT color="green">148</FONT>                }<a name="line.148"></a>
<FONT color="green">149</FONT>            };<a name="line.149"></a>
<FONT color="green">150</FONT>    <a name="line.150"></a>
<FONT color="green">151</FONT>            // Initialize search.<a name="line.151"></a>
<FONT color="green">152</FONT>            simplex.build(getStartPoint());<a name="line.152"></a>
<FONT color="green">153</FONT>            simplex.evaluate(evalFunc, comparator);<a name="line.153"></a>
<FONT color="green">154</FONT>    <a name="line.154"></a>
<FONT color="green">155</FONT>            PointValuePair[] previous = null;<a name="line.155"></a>
<FONT color="green">156</FONT>            int iteration = 0;<a name="line.156"></a>
<FONT color="green">157</FONT>            final ConvergenceChecker&lt;PointValuePair&gt; checker = getConvergenceChecker();<a name="line.157"></a>
<FONT color="green">158</FONT>            while (true) {<a name="line.158"></a>
<FONT color="green">159</FONT>                if (iteration &gt; 0) {<a name="line.159"></a>
<FONT color="green">160</FONT>                    boolean converged = true;<a name="line.160"></a>
<FONT color="green">161</FONT>                    for (int i = 0; i &lt; simplex.getSize(); i++) {<a name="line.161"></a>
<FONT color="green">162</FONT>                        PointValuePair prev = previous[i];<a name="line.162"></a>
<FONT color="green">163</FONT>                        converged = converged &amp;&amp;<a name="line.163"></a>
<FONT color="green">164</FONT>                            checker.converged(iteration, prev, simplex.getPoint(i));<a name="line.164"></a>
<FONT color="green">165</FONT>                    }<a name="line.165"></a>
<FONT color="green">166</FONT>                    if (converged) {<a name="line.166"></a>
<FONT color="green">167</FONT>                        // We have found an optimum.<a name="line.167"></a>
<FONT color="green">168</FONT>                        return simplex.getPoint(0);<a name="line.168"></a>
<FONT color="green">169</FONT>                    }<a name="line.169"></a>
<FONT color="green">170</FONT>                }<a name="line.170"></a>
<FONT color="green">171</FONT>    <a name="line.171"></a>
<FONT color="green">172</FONT>                // We still need to search.<a name="line.172"></a>
<FONT color="green">173</FONT>                previous = simplex.getPoints();<a name="line.173"></a>
<FONT color="green">174</FONT>                simplex.iterate(evalFunc, comparator);<a name="line.174"></a>
<FONT color="green">175</FONT>                ++iteration;<a name="line.175"></a>
<FONT color="green">176</FONT>            }<a name="line.176"></a>
<FONT color="green">177</FONT>        }<a name="line.177"></a>
<FONT color="green">178</FONT>    <a name="line.178"></a>
<FONT color="green">179</FONT>        /**<a name="line.179"></a>
<FONT color="green">180</FONT>         * Scans the list of (required and optional) optimization data that<a name="line.180"></a>
<FONT color="green">181</FONT>         * characterize the problem.<a name="line.181"></a>
<FONT color="green">182</FONT>         *<a name="line.182"></a>
<FONT color="green">183</FONT>         * @param optData Optimization data.<a name="line.183"></a>
<FONT color="green">184</FONT>         * The following data will be looked for:<a name="line.184"></a>
<FONT color="green">185</FONT>         * &lt;ul&gt;<a name="line.185"></a>
<FONT color="green">186</FONT>         *  &lt;li&gt;{@link AbstractSimplex}&lt;/li&gt;<a name="line.186"></a>
<FONT color="green">187</FONT>         * &lt;/ul&gt;<a name="line.187"></a>
<FONT color="green">188</FONT>         */<a name="line.188"></a>
<FONT color="green">189</FONT>        private void parseOptimizationData(OptimizationData... optData) {<a name="line.189"></a>
<FONT color="green">190</FONT>            // The existing values (as set by the previous call) are reused if<a name="line.190"></a>
<FONT color="green">191</FONT>            // not provided in the argument list.<a name="line.191"></a>
<FONT color="green">192</FONT>            for (OptimizationData data : optData) {<a name="line.192"></a>
<FONT color="green">193</FONT>                if (data instanceof AbstractSimplex) {<a name="line.193"></a>
<FONT color="green">194</FONT>                    simplex = (AbstractSimplex) data;<a name="line.194"></a>
<FONT color="green">195</FONT>                    // If more data must be parsed, this statement _must_ be<a name="line.195"></a>
<FONT color="green">196</FONT>                    // changed to "continue".<a name="line.196"></a>
<FONT color="green">197</FONT>                    break;<a name="line.197"></a>
<FONT color="green">198</FONT>                }<a name="line.198"></a>
<FONT color="green">199</FONT>            }<a name="line.199"></a>
<FONT color="green">200</FONT>        }<a name="line.200"></a>
<FONT color="green">201</FONT>    }<a name="line.201"></a>




























































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